+494.3%
EWT vs HWM
+1,311.7%
-817.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | -1.1% | -11.4% | +10.3% | +1.5% |
| 30D | +4.5% | -18.5% | +22.9% | +9.1% |
| 3M | +8.3% | -13.2% | +21.4% | +11.4% |
| 6M | +54.2% | -8.7% | +62.9% | +56.6% |
| YTD | +74.6% | +12.2% | +62.4% | +69.3% |
| 1Y | +84.9% | +24.9% | +60.0% | +74.9% |
| 3Y | +197.5% | +383.9% | -186.4% | +108.3% |
| 5Y | +150.6% | +646.1% | -495.6% | +59.5% |
| All | +494.3% | +1,311.7% | -817.4% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling